[amibroker] Large Correlation Matrix

["john_dxd_smith" <john_dxd_smith@xxxxxxxxx>]

I'm trying to find top 100 positive/negative correlation pairs out of
3000 x 3000 correlation matrix.

How do I change the script to produce 9 million rows of ( ticker1, 
ticker2, correlation ) so that I can just click to sort in AA result
window ?

WatchlistNum = 32;
SetOption( "NoDefaultColumns", True );
Filter = Status( "LastBarInTest" );
list = GetCategorySymbols( categoryWatchlist, WatchlistNum );
AddTextColumn( Name(), "Correlation", 1.0 );
Ticker1= Name();
for( Col=0; ( Ticker2 = StrExtract( List, Col ) ) != ""; Col++ )
{
	Var2 = Foreign( Ticker2, "Close" );
	Corr = Correlation( Close, Var2, 20 );
	AddColumn( Corr, Ticker2, 1.6 );
}



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